Markov chains

Monday, October 14, 2019 - 10:00am - 10:45am
Vivek Goyal (Boston University)
Single-photon lidar systems form range and reflectivity images using detectors with single-photon sensitivity. Some focused ion beam (FIB) and electron microscopy systems use direct detection of secondary electrons to maximize resolution. This talk will discuss recent results on the interpretation of single-photon and single-electron data that yield improved mitigation of detector dead time and a principle for dose reduction in FIB microscopy with no degradation of image quality.
Friday, May 18, 2012 - 10:15am - 11:00am
Andreea Minca (Cornell University)
Distress propagation in financial systems may be modeled by epidemics on a random graph in which nodes represent financial institutions and edges the exposures between them. Cascade dynamics may be reduced to the evolution of a multi‐dimensional Markov chain that corresponds to a sequential discovery of exposures and determines at any time the size of contagion. The end of contagion becomes a stopping time with respect to the history of the Markov chain.
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